+15.1%
STZ vs XLRE
+114.0%
-98.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.9% | -1.2% | +0.2% | -0.2% |
| 30D | +14.9% | +6.4% | +8.6% | +10.5% |
| 3M | +8.4% | +2.0% | +6.4% | +7.1% |
| 6M | +2.8% | +1.8% | +1.0% | +1.8% |
| YTD | +7.5% | +13.2% | -5.6% | -0.8% |
| 1Y | +12.5% | +10.7% | +1.8% | +5.3% |
| 3Y | -35.4% | +43.7% | -79.1% | -49.1% |
| 5Y | -29.3% | +9.7% | -39.0% | -34.9% |
| All | +15.1% | +114.0% | -98.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling